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Research . 1998
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Journal of Statistical Planning and Inference
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https://dx.doi.org/10.1016/s03...
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Journal of Statistical Planning and Inference
Article . 1999
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https://dx.doi.org/10.1016/s03...
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Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study

Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study.
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type , Research , Preprint 01 Jan 1998 Austria English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: Hauser, Michael A.;

doi: 10.2139/ssrn.137955 , 10.1016/s0378-3758(98)00252-3

Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country
Austria
Related Organizations
Keywords

Time series, auto-correlation, regression, etc. in statistics (GARCH), Preprint Series / Department of Applied Statistics and Data Processing, fractional integration / whittle likelihood / modified profile likelihood / data taper / pile-up effect, Point estimation, fractional integration, Whittle likelihood, modified profile likelihood, data taper, pile-up effect, Monte Carlo methods, JEL C13, C22, jel: jel:C13, jel: jel:C22

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    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 46
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Top 10%
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
46
Top 10%
Top 10%
Top 10%
Green